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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-3.55%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$132B
AUM Growth
+$19B
Cap. Flow
+$1.23B
Cap. Flow %
0.93%
Top 10 Hldgs %
40.45%
Holding
3,682
New
739
Increased
1,106
Reduced
875
Closed
705

Top Buys

Rank Stock Value
1
MSFT icon
Microsoft
MSFT
+$353M
2
ZM icon
Zoom
ZM
+$214M
3
PTON icon
Peloton Interactive
PTON
+$179M
4
NKE icon
Nike
NKE
+$165M
5
MU icon
Micron Technology
MU
+$147M

Top Sells

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$215M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$188M
3
TSLA icon
Tesla
TSLA
+$138M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$97M
5
CI icon
Cigna
CI
+$85.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94%
2 Technology 2.2%
3 Consumer Discretionary 1.15%
4 Communication Services 1.01%
5 Healthcare 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ADBE icon
51
PUT
Adobe
ADBE
$102B
$331M 0.25%
574,700
+118,600
+26% +$74.6M
V icon
52
PUT
Visa
V
$688B
$330M 0.25%
1,483,400
+833,600
+128% +$195M
V icon
53
CALL
Visa
V
$688B
$327M 0.25%
1,468,100
+519,700
+55% +$122M
JPM icon
54
PUT
JPMorgan Chase
JPM
$940B
$325M 0.25%
1,988,500
+371,900
+23% +$58.3M
GM icon
55
PUT
General Motors
GM
$75.3B
$312M 0.24%
5,912,000
+1,742,100
+42% +$92.6M
GOOGL icon
56
Alphabet (Google) Class A
GOOGL
$4.14T
$311M 0.23%
2,325,280
-1,581,460
-40% -$215M
TSM icon
57
PUT
TSMC
TSM
$2.28T
$310M 0.23%
2,779,600
-1,344,000
-33% -$158M
AMD icon
58
CALL
Advanced Micro Devices
AMD
$826B
$299M 0.23%
2,902,800
-368,600
-11% -$37.7M
BIDU icon
59
PUT
Baidu
BIDU
$31.4B
$290M 0.22%
1,887,700
-344,200
-15% -$56.5M
INTC icon
60
PUT
Intel
INTC
$552B
$288M 0.22%
5,408,900
-1,571,600
-23% -$85.2M
CVNA icon
61
PUT
Carvana
CVNA
$53.8B
$286M 0.22%
4,748,500
+400,000
+9% +$26.6M
EEM icon
62
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$285M 0.22%
5,666,100
+1,015,100
+22% +$52.8M
WDAY icon
63
PUT
Workday
WDAY
$44.9B
$285M 0.22%
1,138,500
+372,300
+49% +$92.2M
CVNA icon
64
CALL
Carvana
CVNA
$53.8B
$284M 0.21%
4,713,500
-961,500
-17% -$63.9M
KRE icon
65
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
$280M 0.21%
4,135,700
+3,428,500
+485% +$220M
BA icon
66
CALL
Boeing
BA
$167B
$277M 0.21%
1,259,500
+462,000
+58% +$103M
NFLX icon
67
CALL
Netflix
NFLX
$320B
$267M 0.2%
4,367,000
-615,000
-12% -$33.8M
SNAP icon
68
PUT
Snap
SNAP
$9.18B
$256M 0.19%
3,463,500
+1,989,400
+135% +$144M
AVGO icon
69
PUT
Broadcom
AVGO
$1.75T
$254M 0.19%
5,241,000
+2,110,000
+67% +$103M
PANW icon
70
CALL
Palo Alto Networks
PANW
$275B
$253M 0.19%
3,167,400
-226,200
-7% -$15.9M
PANW icon
71
PUT
Palo Alto Networks
PANW
$275B
$247M 0.19%
3,091,200
+1,255,800
+68% +$88.2M
SNOW icon
72
CALL
Snowflake
SNOW
$116B
$242M 0.18%
800,300
-252,600
-24% -$71.8M
GM icon
73
CALL
General Motors
GM
$75.3B
$242M 0.18%
4,588,500
+1,833,100
+67% +$97.4M
DIS icon
74
PUT
Walt Disney
DIS
$181B
$241M 0.18%
1,425,100
+498,300
+54% +$88.8M
DOCU
75
PUT
DocuSign
DOCU
$12.4B
$240M 0.18%
933,700
+104,300
+13% +$30.1M
1 2
3
4 5

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Parallax Volatility Advisers's Q3 2021 Portfolio in Review

As of Q3 2021, Parallax Volatility Advisers held 3,682 positions worth $132B, up 17% from $113B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Parallax Volatility Advisers's Q3 2021 filing shows 739 new, 1,106 increased, 875 reduced and 705 closed positions. Its largest new stake was Zoom: 635,535 shares worth $166M. The largest sale was Alphabet (Google) Class A, an estimated $215M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, down from 95% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q3 2021 buy was Zoom: 635,535 shares worth $166M.
  • Parallax Volatility Advisers added most to Microsoft in Q3 2021, an estimated $353M increase.
  • Parallax Volatility Advisers's biggest Q3 2021 reduction was Alphabet (Google) Class A, cutting an estimated $215M.
  • Parallax Volatility Advisers fully exited eBay in Q3 2021, selling an estimated $62M.
  • Parallax Volatility Advisers's ten largest holdings make up 40% of its $132B portfolio in Q3 2021.
  • Parallax Volatility Advisers opened 739 new positions and closed 705 in Q3 2021.
  • Parallax Volatility Advisers's portfolio value rose 17% quarter-over-quarter to $132B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2021, filed 15 Nov 2021.